High‐Frequency Trading and Financial Time‐Series Prediction with Spiking Neural Networks. Issue 113 (27th May 2021)

Record Type:: Journal Article
Title:: High‐Frequency Trading and Financial Time‐Series Prediction with Spiking Neural Networks. Issue 113 (27th May 2021)
Main Title:: High‐Frequency Trading and Financial Time‐Series Prediction with Spiking Neural Networks
Authors:: Gao, Kang
Luk, Wayne
Weston, Stephen
Abstract:: Abstract : A novel new method is introduced ‐ "unsupervised spike learning" ‐ which predicts spikes in price time series instead of price movement and direction. Three rewarding high‐frequency trading strategies are developed and backtested by Kang Gao, Wayne Luk, and Stephen Weston.
Is Part Of:: Wilmott. Volume 2021:Issue 113(2021)
Journal:: Wilmott
Issue:: Volume 2021:Issue 113(2021)
Issue Display:: Volume 2021, Issue 113 (2021)
Year:: 2021
Volume:: 2021
Issue:: 113
Issue Sort Value:: 2021-2021-0113-0000
Page Start:: 18
Page End:: 33
Publication Date:: 2021-05-27
Subjects:: Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:: 10.1002/wilm.10927 ↗
Languages:: English
ISSNs:: 1540-6962
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library HMNTS - ELD Digital store
Ingest File:: 18417.xml